Suppose that investors can invest in portfolios constructed from three risky assets, A$,$ B and C and a

risk free asset, F$.$ The investors' behavior is consistent with the Modern Portfolio Theory $($and assets

$A,B,C$ and $F$ are the only available assets in the market$).$ The expected return on a unit invested in

each of these assets is shown in the table below.

Investor $x$ holds $25\%$ of his portfolio in asset A and $25\%$ in the risk$-$ free asset. Investor $Y$ holds

$10\%$ of his portfolio in asset $B$ and $60\%$ in risk$-$free asset.

The standard deviation of investor X$\text{'}$s portfolio is $0\mathrm{.}13.$ a$)$ What are the weights of assets A$,$ B$,$ C and F in the tangent portfolio?

b$)$ What is the expected return of the tangent portfolio?

c$))$ If an efficient portfolio has the expected return of $0\mathrm{.}1,$ what is its standard

deviation?